May-18 LIBOR Replacement: Watchlist
In May, there were continued developments on the LIBOR replacement/reform front:
- 1M and 3M SOFR Futures began trading on the CME
- The ICE announced that 3M SONIA Futures will be traded from June 1st, 2018
- The ECB finalized the name of the new unsecured overnight rate, ESTER, which will be produced by 2020
We've updated our handy watchlist with all the latest: WATCHLIST: Replacing LIBOR.
About Principia Partners
Principia Partners LLC (Principia) provides solutions for derivative and structured finance operations. Global financial institutions and independent asset managers have used the award-winning Principia Structured Finance Platform since 1995 to unify investment analysis, portfolio management, risk surveillance, accounting and operational control across the breadth of structured credit assets, fixed income investments and complex derivatives. In 2015, Principia launched its Analytic Service, pasVal, to make its award-winning pricing and analytics available to an even broader range of businesses.
Principia is based in New York, with an office in London and a technology center in King of Prussia, Pennsylvania.